I found this site explaining alternate blinking LEDs that run on a 3v battery.
http://space.tin.it/scienza/fladelle/Page14.htm
This site has links to a number of LED diagrams
http://discovercircuits.com/L/LED.htm
I got my Police car and Fire truck today. Monday I'm heading to Radio Shack to see if they have these parts. I'm going to work on the Fire Truck first since it has more space in the body.